Unterbewertete aktien, mit starkem momemtum

Screening Filters

1. relative_vol > 1.5

• Purpose: Find stocks trading with elevated activity.
• Rationale: Relative volume above 1.5 means the stock is trading at least 50% above its normal volume. This is often a sign of strong market interest and helps identify names with momentum, liquidity, and potential near-term price continuation.

2. PriceAboveMA20

• Purpose: Confirm short-term uptrend.
• Rationale: If price is above the 20-day moving average, the stock is trading stronger than its recent short-term trend. This is a common momentum signal and helps avoid stocks that are still weak or in short-term downtrends.

3. PriceAboveMA200

• Purpose: Confirm long-term trend strength.
• Rationale: Price above the 200-day moving average indicates the stock is above its long-term trend baseline. This is useful for momentum screening because it favors stocks with sustained strength rather than short-lived spikes.

4. ema_20 > 0

• Purpose: Ensure the 20-day EMA exists and is meaningful in the screen context.
• Rationale: This supports the moving-average trend check by reinforcing that the stock is being evaluated with a positive short-term trend framework. In practice, it helps align with stocks showing constructive recent price behavior.

5. ema_60 > 0

• Purpose: Support intermediate-term trend alignment.
• Rationale: A positive 60-day EMA helps indicate the stock is not just bouncing briefly, but has some ongoing medium-term strength. This complements the momentum setup.

6. ema_200 > 0

• Purpose: Support long-term trend alignment.
• Rationale: A positive 200-day EMA reinforces that the stock’s broader trend is healthy. This helps filter for stocks with more durable momentum.

7. month_price_change_pct > 10

• Purpose: Require strong recent price appreciation.
• Rationale: A stock up at least 10% over the past month is demonstrating clear positive momentum. This directly captures the “strong momentum” part of the request.

8. week_price_change_pct > 5

• Purpose: Require very recent acceleration.
• Rationale: A gain of more than 5% over the past week shows the momentum is still active right now, not just a past move. This helps surface stocks with current strength and possible continuation.

9. pe_ttm < 12

• Purpose: Identify potentially undervalued stocks based on earnings.
• Rationale: A low trailing P/E ratio suggests the stock may be priced cheaply relative to its earnings. This is a classic valuation screen for finding undervalued names.

10. p_fcf_ratio < 15

• Purpose: Identify stocks that are reasonably priced relative to free cash flow.
• Rationale: Price-to-free-cash-flow is another strong valuation metric. A value below 15 suggests the company may be generating solid cash flow for the price, which supports the “undervalued” objective more reliably than P/E alone.

Why These Filters Work Together

• The valuation filters (pe_ttm and p_fcf_ratio) look for stocks that may be cheap relative to earnings and cash flow.
• The momentum filters (relative_vol, recent price change, and moving-average checks) make sure the stocks are not just cheap, but also showing strong price action and market demand.
• Combining both groups helps find a more attractive set of stocks: undervalued companies that are also gaining investor attention and trending upward.

Why Results Match

• They are likely priced attractively on earnings and cash flow measures.
• They have recent price strength over both the short and intermediate term.
• They are trading with above-normal volume, which often accompanies momentum.
• They sit above key moving averages, suggesting the trend is healthy rather than weak or broken.